Strategy Tester Report
EA_AveragingBBHL_H1_forAN_1.01
| 通貨ペア | AUDNZD (Australian Dollar vs New Zealand Dollar) | ||||
| 期間 | 1時間足(H1) 2008.01.02 09:00 - 2021.11.29 23:00 (2008.01.01 - 2021.11.30) | ||||
| モデル | 全ティック (利用可能な最小時間枠による最も正確な方法) | ||||
| パラメーター | MagicNumberB=45050100; MagicNumberS=45050200; Lots=0.01; 複利運用基準値=0; トレードモード=""; 最大ポジション数=30; 最大Lots=1.6; ナンピン係数（買）=1.3; ナンピン係数（売）=1.4; STOPマージン=200; Slippage=3; 許容スプレッド=50; | ||||
| テストバー数 | 84495 | モデルティック数 | 265831783 | モデリング品質 | 90.00% |
| 不整合チャートエラー | 4 | ||||
| 初期証拠金 | 1000000.00 | スプレッド | 28 | ||
| 純益 | 7834561.24 | 総利益 | 12624515.34 | 総損失 | -4789954.10 |
| プロフィットファクタ | 2.64 | 期待利得 | 2507.06 | ||
| 絶対ドローダウン | 113122.03 | 最大ドローダウン | 726010.91 (21.11%) | 相対ドローダウン | 21.79% (638549.47) |
| 総取引数 | 3125 | 売りポジション(勝率%） | 1636 (87.04%) | 買いポジション(勝率%） | 1489 (79.85%) |
| 勝率(%) | 2613 (83.62%) | 負率 (%) | 512 (16.38%) | ||
| 最大 | 勝トレード | 71220.47 | 敗トレード | -182190.58 | |
| 平均 | 勝トレード | 4831.43 | 敗トレード | -9355.38 | |
| 最大 | 連勝(金額) | 147 (569891.39) | 連敗(金額) | 22 (-283209.21) | |
| 最大 | 連勝(トレード数) | 624157.61 (95) | 連敗(トレード数) | -316936.30 (11) | |
| 平均 | 連勝 | 20 | 連敗 | 4 | |
| # | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | 決済逆指値(S/L) | 決済指値(T/P) | 損益 | 残高 |
| 601 | 2008.10.29 18:00 | buy | 301 | 0.01 | 1.13768 | 1.09940 | 1.14340 | ||
| 602 | 2008.10.29 20:00 | buy | 302 | 0.02 | 1.13328 | 1.09500 | 1.13900 | ||
| 603 | 2008.10.29 20:14 | t/p | 302 | 0.02 | 1.13900 | 1.09500 | 1.13900 | 895.54 | 1894513.04 |
| 604 | 2008.10.29 20:41 | t/p | 301 | 0.01 | 1.14340 | 1.09940 | 1.14340 | 447.77 | 1894960.81 |
| 605 | 2008.10.29 22:00 | buy | 303 | 0.01 | 1.14018 | 1.10190 | 1.14590 | ||
| 606 | 2008.10.29 23:35 | t/p | 303 | 0.01 | 1.14590 | 1.10190 | 1.14590 | 447.77 | 1895408.58 |
| 607 | 2008.10.30 22:00 | buy | 304 | 0.01 | 1.15268 | 1.11440 | 1.15840 | ||
| 608 | 2008.10.30 23:00 | buy | 305 | 0.02 | 1.14788 | 1.10960 | 1.15360 | ||
| 609 | 2008.10.31 02:00 | sell | 306 | 0.01 | 1.13550 | 1.17378 | 1.12978 | ||
| 610 | 2008.10.31 04:00 | sell | 307 | 0.03 | 1.14060 | 1.17378 | 1.13488 | ||
| 611 | 2008.10.31 07:00 | sell | 308 | 0.05 | 1.14110 | 1.17378 | 1.13538 | ||
| 612 | 2008.10.31 07:36 | t/p | 308 | 0.05 | 1.13538 | 1.17378 | 1.13538 | 2239.64 | 1897648.22 |
| 613 | 2008.10.31 07:36 | t/p | 307 | 0.03 | 1.13488 | 1.17378 | 1.13488 | 1343.79 | 1898992.01 |
| 614 | 2008.10.31 09:00 | sell | 309 | 0.03 | 1.13990 | 1.17378 | 1.13418 | ||
| 615 | 2008.10.31 10:00 | sell | 310 | 0.01 | 1.13770 | 1.17378 | 1.13198 | ||
| 616 | 2008.10.31 10:13 | t/p | 309 | 0.03 | 1.13418 | 1.17378 | 1.13418 | 1343.79 | 1900335.80 |
| 617 | 2008.10.31 12:00 | sell | 311 | 0.03 | 1.14060 | 1.17378 | 1.13488 | ||
| 618 | 2008.10.31 12:59 | t/p | 311 | 0.03 | 1.13488 | 1.17378 | 1.13488 | 1343.79 | 1901679.59 |
| 619 | 2008.10.31 14:41 | t/p | 310 | 0.01 | 1.13198 | 1.17378 | 1.13198 | 447.93 | 1902127.52 |
| 620 | 2008.10.31 14:50 | t/p | 306 | 0.01 | 1.12978 | 1.17378 | 1.12978 | 447.93 | 1902575.45 |
| 621 | 2008.10.31 16:00 | sell | 312 | 0.01 | 1.12940 | 1.16768 | 1.12368 | ||
| 622 | 2008.10.31 17:00 | sell | 313 | 0.03 | 1.13420 | 1.16768 | 1.12848 | ||
| 623 | 2008.10.31 18:00 | sell | 314 | 0.07 | 1.13600 | 1.16768 | 1.13028 | ||
| 624 | 2008.11.03 16:00 | sell | 315 | 0.56 | 1.14470 | 1.16768 | 1.13898 | ||
| 625 | 2008.11.03 16:36 | t/p | 315 | 0.56 | 1.13898 | 1.16768 | 1.13898 | 25083.94 | 1927659.39 |
| 626 | 2008.11.03 17:00 | sell | 316 | 0.40 | 1.14340 | 1.16768 | 1.13768 | ||
| 627 | 2008.11.03 17:21 | t/p | 316 | 0.40 | 1.13768 | 1.16768 | 1.13768 | 17917.10 | 1945576.49 |
| 628 | 2008.11.03 18:00 | sell | 317 | 0.28 | 1.14120 | 1.16768 | 1.13548 | ||
| 629 | 2008.11.03 19:56 | t/p | 317 | 0.28 | 1.13548 | 1.16768 | 1.13548 | 12541.97 | 1958118.46 |
| 630 | 2008.11.03 21:00 | sell | 318 | 0.56 | 1.14430 | 1.16768 | 1.13858 | ||
| 631 | 2008.11.03 23:00 | sell | 319 | 0.40 | 1.14230 | 1.16768 | 1.13658 | ||
| 632 | 2008.11.04 01:42 | t/p | 318 | 0.56 | 1.13858 | 1.16768 | 1.13858 | 25083.94 | 1983202.40 |
| 633 | 2008.11.04 01:51 | t/p | 319 | 0.40 | 1.13658 | 1.16768 | 1.13658 | 17917.10 | 2001119.50 |
| 634 | 2008.11.04 03:00 | sell | 320 | 0.10 | 1.13730 | 1.16768 | 1.13158 | ||
| 635 | 2008.11.04 04:00 | sell | 321 | 0.05 | 1.13560 | 1.16768 | 1.12988 | ||
| 636 | 2008.11.04 04:43 | t/p | 320 | 0.10 | 1.13158 | 1.16768 | 1.13158 | 4479.28 | 2005598.78 |
| 637 | 2008.11.04 05:02 | t/p | 314 | 0.07 | 1.13028 | 1.16768 | 1.13028 | 3135.49 | 2008734.27 |
| 638 | 2008.11.04 05:02 | t/p | 321 | 0.05 | 1.12988 | 1.16768 | 1.12988 | 2239.64 | 2010973.91 |
| 639 | 2008.11.04 05:14 | t/p | 313 | 0.03 | 1.12848 | 1.16768 | 1.12848 | 1343.78 | 2012317.69 |
| 640 | 2008.11.04 07:00 | sell | 322 | 0.01 | 1.13110 | 1.16768 | 1.12538 | ||
| 641 | 2008.11.04 10:00 | sell | 323 | 0.10 | 1.13730 | 1.16768 | 1.13158 | ||
| 642 | 2008.11.04 11:00 | sell | 324 | 0.07 | 1.13610 | 1.16768 | 1.13038 | ||
| 643 | 2008.11.04 20:56 | t/p | 305 | 0.02 | 1.15360 | 1.10960 | 1.15360 | 895.53 | 2013213.22 |
| 644 | 2008.11.04 22:29 | t/p | 304 | 0.01 | 1.15840 | 1.11440 | 1.15840 | 447.77 | 2013660.99 |
| 645 | 2008.11.05 07:00 | sell | 325 | 0.28 | 1.14130 | 1.16768 | 1.13558 | ||
| 646 | 2008.11.05 08:00 | sell | 326 | 0.40 | 1.14280 | 1.16768 | 1.13708 | ||
| 647 | 2008.11.05 14:00 | sell | 327 | 0.73 | 1.14560 | 1.16768 | 1.13988 | ||
| 648 | 2008.11.05 22:45 | t/p | 327 | 0.73 | 1.13988 | 1.16768 | 1.13988 | 32698.71 | 2046359.70 |
| 649 | 2008.11.05 23:33 | t/p | 326 | 0.40 | 1.13708 | 1.16768 | 1.13708 | 17917.10 | 2064276.80 |
| 650 | 2008.11.05 23:49 | t/p | 325 | 0.28 | 1.13558 | 1.16768 | 1.13558 | 12541.97 | 2076818.77 |
| 651 | 2008.11.06 01:00 | sell | 328 | 0.05 | 1.13510 | 1.16768 | 1.12938 | ||
| 652 | 2008.11.06 01:29 | t/p | 323 | 0.10 | 1.13158 | 1.16768 | 1.13158 | 4479.28 | 2081298.05 |
| 653 | 2008.11.06 04:00 | sell | 329 | 0.03 | 1.13450 | 1.16768 | 1.12878 | ||
| 654 | 2008.11.06 04:29 | t/p | 324 | 0.07 | 1.13038 | 1.16768 | 1.13038 | 3135.49 | 2084433.54 |
| 655 | 2008.11.06 04:29 | t/p | 328 | 0.05 | 1.12938 | 1.16768 | 1.12938 | 2239.64 | 2086673.18 |
| 656 | 2008.11.06 06:00 | sell | 330 | 0.02 | 1.13240 | 1.16768 | 1.12668 | ||
| 657 | 2008.11.06 09:00 | sell | 331 | 0.05 | 1.13520 | 1.16768 | 1.12948 | ||
| 658 | 2008.11.06 11:11 | t/p | 331 | 0.05 | 1.12948 | 1.16768 | 1.12948 | 2239.63 | 2088912.81 |
| 659 | 2008.11.06 11:11 | t/p | 329 | 0.03 | 1.12878 | 1.16768 | 1.12878 | 1343.78 | 2090256.59 |
| 660 | 2008.11.06 13:00 | sell | 332 | 0.03 | 1.13440 | 1.16768 | 1.12868 | ||
| 661 | 2008.11.06 20:00 | sell | 333 | 0.05 | 1.13460 | 1.16768 | 1.12888 | ||
| 662 | 2008.11.07 06:00 | buy | 334 | 0.01 | 1.13868 | 1.10040 | 1.14440 | ||
| 663 | 2008.11.07 13:00 | buy | 335 | 0.01 | 1.13648 | 1.09820 | 1.14220 | ||
| 664 | 2008.11.07 14:45 | t/p | 335 | 0.01 | 1.14220 | 1.09820 | 1.14220 | 447.77 | 2090704.36 |
| 665 | 2008.11.07 16:35 | t/p | 334 | 0.01 | 1.14440 | 1.10040 | 1.14440 | 447.77 | 2091152.13 |
| 666 | 2008.11.07 18:00 | buy | 336 | 0.01 | 1.14028 | 1.10200 | 1.14600 | ||
| 667 | 2008.11.07 19:00 | buy | 337 | 0.01 | 1.13908 | 1.10080 | 1.14480 | ||
| 668 | 2008.11.07 20:41 | t/p | 337 | 0.01 | 1.14480 | 1.10080 | 1.14480 | 447.77 | 2091599.90 |
| 669 | 2008.11.07 20:41 | t/p | 336 | 0.01 | 1.14600 | 1.10200 | 1.14600 | 447.77 | 2092047.67 |
| 670 | 2008.11.07 21:00 | buy | 338 | 0.01 | 1.14328 | 1.10500 | 1.14900 | ||
| 671 | 2008.11.10 00:00 | t/p | 338 | 0.01 | 1.14900 | 1.10500 | 1.14900 | 447.77 | 2092495.44 |
| 672 | 2008.11.10 00:00 | buy | 339 | 0.01 | 1.15038 | 1.11210 | 1.15610 | ||
| 673 | 2008.11.10 02:00 | buy | 340 | 0.01 | 1.14938 | 1.11110 | 1.15510 | ||
| 674 | 2008.11.10 03:00 | buy | 341 | 0.02 | 1.14678 | 1.10850 | 1.15250 | ||
| 675 | 2008.11.10 06:00 | buy | 342 | 0.02 | 1.14758 | 1.10930 | 1.15330 | ||
| 676 | 2008.11.10 10:57 | t/p | 341 | 0.02 | 1.15250 | 1.10850 | 1.15250 | 895.54 | 2093390.98 |
| 677 | 2008.11.10 11:00 | t/p | 342 | 0.02 | 1.15330 | 1.10930 | 1.15330 | 895.53 | 2094286.51 |
| 678 | 2008.11.10 11:50 | t/p | 340 | 0.01 | 1.15510 | 1.11110 | 1.15510 | 447.76 | 2094734.27 |
| 679 | 2008.11.10 16:44 | t/p | 339 | 0.01 | 1.15610 | 1.11210 | 1.15610 | 447.76 | 2095182.03 |
| 680 | 2008.11.10 20:00 | buy | 343 | 0.01 | 1.15028 | 1.11200 | 1.15600 | ||
| 681 | 2008.11.10 20:29 | t/p | 343 | 0.01 | 1.15600 | 1.11200 | 1.15600 | 447.77 | 2095629.80 |
| 682 | 2008.11.10 21:00 | buy | 344 | 0.01 | 1.15178 | 1.11350 | 1.15750 | ||
| 683 | 2008.11.11 20:00 | buy | 345 | 0.03 | 1.14618 | 1.10790 | 1.15190 | ||
| 684 | 2008.11.11 21:00 | buy | 346 | 0.04 | 1.14528 | 1.10700 | 1.15100 | ||
| 685 | 2008.11.11 23:00 | buy | 347 | 0.02 | 1.14788 | 1.10960 | 1.15360 | ||
| 686 | 2008.11.12 01:00 | buy | 348 | 0.02 | 1.14858 | 1.11030 | 1.15430 | ||
| 687 | 2008.11.13 05:00 | buy | 349 | 0.06 | 1.14398 | 1.10570 | 1.14970 | ||
| 688 | 2008.11.13 11:42 | t/p | 349 | 0.06 | 1.14970 | 1.10570 | 1.14970 | 2686.60 | 2098316.40 |
| 689 | 2008.11.13 13:57 | t/p | 346 | 0.04 | 1.15100 | 1.10700 | 1.15100 | 1791.07 | 2100107.47 |
| 690 | 2008.11.13 14:00 | buy | 350 | 0.01 | 1.15028 | 1.11200 | 1.15600 | ||
| 691 | 2008.11.13 15:08 | t/p | 345 | 0.03 | 1.15190 | 1.10790 | 1.15190 | 1343.30 | 2101450.77 |
| 692 | 2008.11.13 15:31 | t/p | 347 | 0.02 | 1.15360 | 1.10960 | 1.15360 | 895.53 | 2102346.30 |
| 693 | 2008.11.13 15:34 | t/p | 348 | 0.02 | 1.15430 | 1.11030 | 1.15430 | 895.54 | 2103241.84 |
| 694 | 2008.11.13 19:42 | t/p | 350 | 0.01 | 1.15600 | 1.11200 | 1.15600 | 447.77 | 2103689.61 |
| 695 | 2008.11.13 19:46 | t/p | 344 | 0.01 | 1.15750 | 1.11350 | 1.15750 | 447.77 | 2104137.38 |
| 696 | 2008.11.14 01:45 | s/l | 312 | 0.01 | 1.16768 | 1.16768 | 1.12368 | -2997.67 | 2101139.71 |
| 697 | 2008.11.14 01:45 | s/l | 322 | 0.01 | 1.16768 | 1.16768 | 1.12538 | -2864.54 | 2098275.17 |
| 698 | 2008.11.14 01:45 | s/l | 330 | 0.02 | 1.16768 | 1.16768 | 1.12668 | -5525.49 | 2092749.68 |
| 699 | 2008.11.14 01:45 | s/l | 332 | 0.03 | 1.16768 | 1.16768 | 1.12868 | -7818.37 | 2084931.31 |
| 700 | 2008.11.14 01:45 | s/l | 333 | 0.05 | 1.16768 | 1.16768 | 1.12888 | -12952.31 | 2071979.00 |
| 701 | 2008.11.21 07:00 | buy | 351 | 0.01 | 1.16838 | 1.13010 | 1.17410 | ||
| 702 | 2008.11.21 10:59 | t/p | 351 | 0.01 | 1.17410 | 1.13010 | 1.17410 | 447.77 | 2072426.77 |
| 703 | 2008.11.21 11:00 | buy | 352 | 0.01 | 1.17228 | 1.13400 | 1.17800 | ||
| 704 | 2008.11.21 13:28 | t/p | 352 | 0.01 | 1.17800 | 1.13400 | 1.17800 | 447.77 | 2072874.54 |
| 705 | 2008.11.21 14:00 | buy | 353 | 0.01 | 1.17568 | 1.13740 | 1.18140 | ||
| 706 | 2008.11.21 16:56 | t/p | 353 | 0.01 | 1.18140 | 1.13740 | 1.18140 | 447.76 | 2073322.30 |
| 707 | 2008.11.21 18:00 | buy | 354 | 0.01 | 1.17598 | 1.13770 | 1.18170 | ||
| 708 | 2008.11.21 18:25 | t/p | 354 | 0.01 | 1.18170 | 1.13770 | 1.18170 | 447.77 | 2073770.07 |
| 709 | 2008.11.24 00:00 | buy | 355 | 0.01 | 1.17878 | 1.14050 | 1.18450 | ||
| 710 | 2008.11.24 01:00 | buy | 356 | 0.01 | 1.17778 | 1.13950 | 1.18350 | ||
| 711 | 2008.11.24 05:00 | buy | 357 | 0.02 | 1.17588 | 1.13760 | 1.18160 | ||
| 712 | 2008.11.24 06:20 | t/p | 357 | 0.02 | 1.18160 | 1.13760 | 1.18160 | 895.54 | 2074665.61 |
| 713 | 2008.11.24 14:10 | t/p | 356 | 0.01 | 1.18350 | 1.13950 | 1.18350 | 447.76 | 2075113.37 |
| 714 | 2008.11.24 15:10 | t/p | 355 | 0.01 | 1.18450 | 1.14050 | 1.18450 | 447.76 | 2075561.13 |
| 715 | 2008.11.26 17:00 | buy | 358 | 0.01 | 1.17998 | 1.14170 | 1.18570 | ||
| 716 | 2008.11.27 04:00 | buy | 359 | 0.01 | 1.17898 | 1.14070 | 1.18470 | ||
| 717 | 2008.11.27 08:54 | t/p | 359 | 0.01 | 1.18470 | 1.14070 | 1.18470 | 447.77 | 2076008.90 |
| 718 | 2008.11.27 08:54 | t/p | 358 | 0.01 | 1.18570 | 1.14170 | 1.18570 | 447.77 | 2076456.67 |
| 719 | 2008.11.27 15:00 | buy | 360 | 0.01 | 1.18658 | 1.14830 | 1.19230 | ||
| 720 | 2008.11.28 09:57 | t/p | 360 | 0.01 | 1.19230 | 1.14830 | 1.19230 | 447.77 | 2076904.44 |
| 721 | 2008.11.28 18:00 | buy | 361 | 0.01 | 1.18918 | 1.15090 | 1.19490 | ||
| 722 | 2008.12.01 00:31 | t/p | 361 | 0.01 | 1.19490 | 1.15090 | 1.19490 | 447.77 | 2077352.21 |
| 723 | 2008.12.01 02:00 | buy | 362 | 0.01 | 1.19268 | 1.15440 | 1.19840 | ||
| 724 | 2008.12.01 03:00 | close | 362 | 0.01 | 1.18980 | 1.15440 | 1.19840 | -225.45 | 2077126.76 |
| 725 | 2008.12.01 04:00 | buy | 363 | 0.01 | 1.19068 | 1.15240 | 1.19640 | ||
| 726 | 2008.12.01 08:27 | t/p | 363 | 0.01 | 1.19640 | 1.15240 | 1.19640 | 447.77 | 2077574.53 |
| 727 | 2008.12.05 03:00 | buy | 364 | 0.01 | 1.20858 | 1.17030 | 1.21430 | ||
| 728 | 2008.12.08 00:00 | buy | 365 | 0.03 | 1.20358 | 1.16530 | 1.20930 | ||
| 729 | 2008.12.08 01:07 | t/p | 365 | 0.03 | 1.20930 | 1.16530 | 1.20930 | 1343.30 | 2078917.83 |
| 730 | 2008.12.08 02:56 | t/p | 364 | 0.01 | 1.21430 | 1.17030 | 1.21430 | 447.77 | 2079365.60 |
| 731 | 2008.12.09 19:00 | buy | 366 | 0.01 | 1.21528 | 1.17700 | 1.22100 | ||
| 732 | 2008.12.09 23:00 | buy | 367 | 0.02 | 1.21288 | 1.17460 | 1.21860 | ||
| 733 | 2008.12.10 19:00 | buy | 368 | 0.04 | 1.20908 | 1.17080 | 1.21480 | ||
| 734 | 2008.12.10 20:00 | buy | 369 | 0.03 | 1.20968 | 1.17140 | 1.21540 | ||
| 735 | 2008.12.11 09:00 | buy | 370 | 0.10 | 1.20518 | 1.16690 | 1.21090 | ||
| 736 | 2008.12.11 15:00 | buy | 371 | 0.08 | 1.20578 | 1.16750 | 1.21150 | ||
| 737 | 2008.12.11 16:08 | t/p | 370 | 0.10 | 1.21090 | 1.16690 | 1.21090 | 4477.67 | 2083843.27 |
| 738 | 2008.12.11 16:31 | t/p | 371 | 0.08 | 1.21150 | 1.16750 | 1.21150 | 3582.14 | 2087425.41 |
| 739 | 2008.12.11 16:59 | t/p | 368 | 0.04 | 1.21480 | 1.17080 | 1.21480 | 1791.07 | 2089216.48 |
| 740 | 2008.12.11 16:59 | t/p | 369 | 0.03 | 1.21540 | 1.17140 | 1.21540 | 1343.30 | 2090559.78 |
| 741 | 2008.12.11 17:44 | t/p | 367 | 0.02 | 1.21860 | 1.17460 | 1.21860 | 895.53 | 2091455.31 |
| 742 | 2008.12.11 18:07 | t/p | 366 | 0.01 | 1.22100 | 1.17700 | 1.22100 | 447.77 | 2091903.08 |
| 743 | 2008.12.12 17:00 | buy | 372 | 0.01 | 1.21208 | 1.17380 | 1.21780 | ||
| 744 | 2008.12.12 20:00 | buy | 373 | 0.02 | 1.20978 | 1.17150 | 1.21550 | ||
| 745 | 2008.12.15 17:00 | buy | 374 | 0.02 | 1.20848 | 1.17020 | 1.21420 | ||
| 746 | 2008.12.16 22:00 | buy | 375 | 0.10 | 1.20178 | 1.16350 | 1.20750 | ||
| 747 | 2008.12.16 23:00 | buy | 376 | 0.23 | 1.19768 | 1.15940 | 1.20340 | ||
| 748 | 2008.12.17 03:00 | buy | 377 | 0.17 | 1.19858 | 1.16030 | 1.20430 | ||
| 749 | 2008.12.18 08:59 | s/l | 372 | 0.01 | 1.17380 | 1.17380 | 1.21780 | -2996.59 | 2088906.49 |
| 750 | 2008.12.18 10:38 | s/l | 373 | 0.02 | 1.17150 | 1.17150 | 1.21550 | -5993.20 | 2082913.29 |